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Delivery risk and the hedging role of options
16 references·1 citing·45 second hop
Delivery risk and the hedging role of options (2002)Delivery risk and the hedging role of opt…On the optimal hedge under unbiased futures prices (1995)On the optimal hedge under un…The impact of delivery options on futures prices: A survey (1993)The impact of delivery option…Hedging Price Risk with Options and Futures for the Competitive Firm with Production Flexibility (1992)Hedging Price Risk with Optio…Optimal Hedging in Futures Markets with Multiple Delivery Specifications (1987)Optimal Hedging in Futures Ma…Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market (1986)Valuation and Optimal Exercis…Implicit delivery options and optimal delivery strategies for financial futures contracts (1986)Implicit delivery options and…The quality option implicit in futures contracts (1984)The quality option implicit i…The optimal hedge ratio in unbiased futures markets (1984)The optimal hedge ratio in un…Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts (1983)Futures Contracts on Commodit…Cash settlement of futures contracts: An economic analysis (1983)Cash settlement of futures co…Difference Systems in Financial Futures Markets (1982)Difference Systems in Financi…Futures Markets and the Theory of the Firm Under Price Uncertainty (1980)Futures Markets and the Theor…Hedging and the Competitive Firm under Price Uncertainty (1979)Hedging and the Competitive F…Information, futures prices, and stabilizing speculation (1978)Information, futures prices, …Economics of Futures Trading for Commercial and Personal Profit (1973)Economics of Futures Trading …Aspects of Rational Insurance Purchasing (1968)Aspects of Rational Insurance…Production and hedging under state‐dependent preferences (2011)Production and hedging under …On the theory of the competitive firm under price uncertainty (1971)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Managerial Risk Preferences for Below-Target Returns (1980)International trade and exchange rate volatility (1992)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Expectations and the neutrality of money (1972)ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)Asset Prices in an Exchange Economy (1978)Further results on the informational efficiency of competitive stock markets (1978)Asset Valuation in an Experimental Market (1982)International Commodity Agreements: An obituary notice (1996)Aspects of the Theory of Risk-Bearing. (1966)Commodity Booms and Busts (2010)The Russia-Ukraine war: Implications for global and regional food security and potential policy responses (2023)Theory of Financial Decision Making. (1988)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Hedge ratios in Greek stock index futures market (2004)Time-varying risk aversion: An application to energy hedging (2009)Cross hedging under multiplicative basis risk (2011)The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Speculation in Commodity Futures (1976)The Hedging Performance of the New Futures Markets (1979)Commodity futures markets: a survey (1999)A Markov regime switching approach for hedging stock indices (2004)Safeguarding food security in volatile global markets. (2011)A Treatise on Money (1971)The pricing of commodity contracts (1976)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)The Quality Option and Timing Option in Futures Contracts (1989)The Quality Delivery Option in Treasury Bond Futures Contracts (1990)Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts (1991)The Pricing of Options and Corporate Liabilities (1973)A New Approach to Consumer Theory (1976)A survey on physical delivery versus cash settlement in futures contracts (2004)Theory of rational option pricing (2005)Export Flexibility And Currency Hedging* (2003)A selected review of agricultural commodity futures and options markets (2004)Financial Hedging and Optimal Procurement Policies under Correlated Price and Demand (2017)Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports (2004)The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing? (2010)The Impact of Index and Swap Funds on Commodity Futures Markets (2010)Background Risk, Prudence, and the Demand for Insurance (1992)The Design of an Optimal Insurance Policy (1992)The Demand for Flood Insurance: Empirical Evidence (2000)
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References

  • 1968Aspects of Rational Insurance Purchasing738 cited
  • 1978Information, futures prices, and stabilizing speculation391 cited
  • 1979Hedging and the Competitive Firm under Price Uncertainty390 cited
  • 1980Futures Markets and the Theory of the Firm Under Price Uncertainty267 cited
  • 1984The optimal hedge ratio in unbiased futures markets142 cited
  • 1973Economics of Futures Trading for Commercial and Personal Profit124 cited
  • 1984The quality option implicit in futures contracts92 cited
  • 1995On the optimal hedge under unbiased futures prices72 cited
  • 1983Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts71 cited
  • 1992Hedging Price Risk with Options and Futures for the Competitive Firm with Production Flexibility63 cited
  • 1987Optimal Hedging in Futures Markets with Multiple Delivery Specifications60 cited
  • 1986Implicit delivery options and optimal delivery strategies for financial futures contracts54 cited
  • 1983Cash settlement of futures contracts: An economic analysis53 cited
  • 1986Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market50 cited
  • 1982Difference Systems in Financial Futures Markets

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45 cited
  • 1993The impact of delivery options on futures prices: A survey41 cited
  • Cited by

    • 2011Production and hedging under state‐dependent preferences17 cited